FRM一级模考
关于CreditMetrics模型的计算举例
资产组合的VAR 计算步骤（一）对于单个资产VAR 的计算Credit Metrics 组合模型中，按以下步骤计算单个资产VAR：第一步：确定信用等级评价系统，可以在给定某一公司的信用质量及给定的某一时间水平下，确定公司信用质量从某一信用等级向另一信用等级转移的概率。
第二步：确定度量信用风险的期限，通常情况下为一年；第三步：确定每一信用等级的公司在给定的时间水平下的远期折现曲线，进而确定违约情况下贷款的价值，及确定相应的“回收率”；第四步：计算由信用等级迁移所引起的组合价值的远期分布。
举例：一笔5年期的固定贷款利率，利率为6%，贷款总额为100，目前信用等级为BBB 级。
则该笔贷款的市值为：44433322211)1(106)1(6)1(6166s r s r s r s r P ++++++++++++= 其中：i r 表示零息债券的无风险利率；i s 表示信用价差。
同时一年期的信用等级的迁移概率矩阵为：年末的等级迁移概率年初信用级别 AAA AA A BBB BB B CCC D AAA 98.01 8.330.68 0.06 0.12 0 0 0 AA 0.7 96.56 7.79 0.64 0.06 0.14 0.02 0 A 0.09 2.27 91.05 5.52 0.74 0.26 0.01 0.06 BBB 0.02 0.33 5.95 86.93 5.36 1.17 0.12 0.18 BB 0.03 0.14 0.67 7.73 80.53 8.84 1.00 1.06 B 0 0.11 0.24 0.43 6.48 83.46 4.07 5.2 CCC0.220.221.32.3811.2464.8619.79资料来源：Credit Metrics 技术文档，JP. .Morgan ，1997（穆迪公司的一年期的信用等级的迁移概率矩阵）假设债务人在于发放贷款的金融机构来说，这笔贷款在第一年结束时的市值是：66.108)0532.1(106)0493.1(6)0432.1(6)0372.1(66432=++++=P迁移到其它信用等级的情形，可以以此类推。
MySQL DBA面试题
1.请用图框的方式大致地描绘出MySQL架构体系.第一层: client ConnectorODBC、jdbc、api(C/JAVA/PERL/PYTHON/PHP)第二层:MYSQL server 模块thread connection pool/cachesql interface(DDL/ DML/ TRIGGER/ VIEW /STORE PROCEDURE/ EVENT等)sql parse & check privilegessql optimize(explian)server 统计/buffer:query cacheserver admin manager command: backup restore security replicate 等第三层:存储引擎myisam/innodb/blackhole/archive/memory/merge/NDB存储引擎是基于表第四层:存储引擎相应的文件logs file:binlog/err/general/slow.server 层维护myisam: frm/myi/mydinnodb: frm/ibd(index&data)/redo log/Undo log(5.7)2.限定MySQL5.5及以下为例，InnoDB存储引擎与MyISAM存储引擎的区别，至少写四点.MYISAM(5.5.8前) INNODB锁: 表锁行锁存储限制256TB 64TB文件类型FRM/MYD/MYI FRM/ibdata数据保存堆表索引组织表外键NO YES事务: NO YES.4种隔离级别MVCC(实现一致性非锁定读) NO YESmvcc通过读取undo段内容生成的最新快照数据# tablespace包含的内容索引缓存YES YES数据缓存NO YES查询缓存YES YES# index二级索引叶节点行地址行主键B-tree index YES YEST-tree index NO NOHash index NO NO,adaptivefulltext index YES 5.6后支持空间数据YES YES空间索引YES NO索引max长度(byte) 1000 768(1-2byte head)memcache NO 5.6后支持[在server层实现，并不是存储引擎实现的功能[/color]压缩数据支持(只读) 支持，但必须是Barracuda file format加密数据支持同步支持备份点恢复[备份]# 单表备份myisam 可以直接拷贝frm/myd/myi文件即可innodb 不能直接拷贝文件[other]表行数:innodb需要全部遍历/ MYISAM实时维护，不需要全表遍历。
金融风险管理师(FRM)国际认证考试培训介绍
金融风险管理师(FRM)国际认证考试培训：培训简介盖普风险管理培训中心在师资、教材、课程设置和培训方案等方面得到了全球风险协会和金融风险管理师考试委员会的大力支持和帮助，培训中心的师资主要是欧美、XX、XX和国内专门从事金融风险管理师认证考试培训的资深教师，教材选用全球风险协会推荐的国际教材。
通过三个学习阶段、五大教学模块66个模块单元、180个学时的教学，对学员进展全方位、针对性、实用性的金融风险管理专业培训，帮助学员成为系统地掌握国际最先进风险管理知识和分析技能，具备独立开展风险管理和决策能力的高级风险管理专业人员。
这些通过了金融风险管理师考试的人员将成为我国金融机构风险管理行业的中坚力量和金融机构开展全球化竞争的基石。
培训目标对学员进展全方位、针对性、实用性的金融风险管理知识培训，帮助学员到达以下目标：1. 全面掌握金融风险管理的根底理论、模型，培养科学、量化的风险管理意识和理念；2. 洞悉理论界和实务界在金融风险管理上的最新开展动态，了解最新金融风险管理技术；3. 全面掌握各类定量化的风险测量工具和风险管理方法；4. 提高从事金融风险管理实务工作的综合知识、技能、素质；5. 成为各类金融机构高素质的金融风险管理专业人员；6. 获得全球风险协会金融风险管理师〔FRM〕的资格认证。
培训对象1. 金融机构从事信用风险、市场风险、投资风险、操作风险管理和内部控制工作〔包括但不限于信贷风险管理、信贷政策研究与分析、贷款审批、贷后管理、不良资产处置、贷款组合管理、贷款交易、市场风险管理、资金交易、资金管理、证券投资、后台清算、法律文本管理、信用评估与评级、内部控制与稽核等〕的人员；2. 金融机构的中高级管理人员；3. 各金融监管部门的中高级管理人员和业务骨干；4. 企业中高级管理人员、财务人员和业务骨干；5. 从事法律、会计、管理咨询的中高级管理人员和业务骨干；6. 从事风险管理研究与教学人员；7. 大专院校学生；8. 对于风险管理有浓厚兴趣，或希望从事金融风险管理工作的有关人员。
最新2020年最新公需科目《大数据》模拟考核题库(含标准答案)
2020年最新公需科目《大数据》考试题(含答案)一、选择题1．HDFS 中的 blck 默认保存几份？a)3 份 b)2 份 c)1 份 d)不确定答案.A 默认 3 份2．如果是互联网有瓶颈，可以让集群搭建内网。
每次写入数据都要通过网络（集群是内网），然后还要写入 3 份数据，所以 I 就会打折扣。
二、填空题3．HDFS 默认 Blck Size是64MB。
（填128也正确）三、单选题4．智能健康手环的应用开发，体现了（ D）的数据采集技术的应用。
（单选题）A.统计报表B.网络爬虫C.API接口D.传感器5．美国海军军官莫里通过对前人航海日志的分析，绘制了新的航海路线图，标明了大风与洋流可能发生的地点。
这体现了大数据分析理念中的（B ）。
（单选题）A.在数据基础上倾向于全体数据而不是抽样数据B.在分析方法上更注重相关分析而不是因果分析C.在分析效果上更追究效率而不是绝对精确D.在数据规模上强调相对数据而不是绝对数据6．下列关于数据交易市场的说法中，错误的是（ C）。
（单选题）A.数据交易市场是大数据产业发展到一定程度的产物B.商业化的数据交易活动催生了多方参与的第三方数据交易市场C.数据交易市场通过生产数据.研发和分析数据，为数据交易提供帮助D.数据交易市场是大数据资源化的必然产物四、多选题7．Web2.0强调（C）。
A.机构B.单位C.个人D.网站8．下列哪些国家已经将大数据上升为国家战略？ABCDA.英国B.日本C.美国D.法国9．根据周琦老师所讲，大数据加速道路网络快速更新，高德（）完成全国10万公里15万处更新。
A.2010年B.2006年C.2014年D.2008年10．建立大数据需要设计一个什么样的大型系统？■A.能够把应用放到合适的平台上■B.能够开发出相应应用■C.能够处理数据■D.能够存储数据11．2015 年，阿里平台完成农产品销售达到 6000 多亿元。
（判断题 1 分）正确■错误12．（）年，部分计算机专家首次提出大数据概念。
frm 申请 模板
frm 申请模板一、引言在进行 frm 申请之前，了解申请模板的重要性是至关重要的。
一个完整、详细、清晰的申请模板可以帮助申请者更好地组织思路，准备申请材料，并提高申请的成功率。
本文将介绍一个适用于 frm 申请的模板，帮助申请者更好地准备申请材料。
二、申请模板的重要性一个好的申请模板可以帮助申请者更好地准备申请材料，并提高申请的成功率。
以下是申请模板的重要性：1.组织思路：申请模板可以帮助申请者系统地组织自己的思路，将申请材料按照一定的结构和顺序进行整理，避免遗漏重要信息。
2.提高效率：有了一个申请模板，申请者可以根据模板的要求，逐一填写相关信息，不需要反复思考和搜索资料，大大提高了申请的效率。
3.减少错误：申请模板中已经包含了常见的申请要求和格式，申请者只需要按照模板填写相关信息，减少了错误的可能性。
4.增加专业性：一个规范的申请模板可以增加申请者的专业性，给评审者留下良好的印象。
三、frm 申请模板的结构一个完整的 frm 申请模板应包含以下几个部分：1. 个人信息在申请模板的开头，应包含申请者的个人信息，包括姓名、联系方式、教育背景等。
2. 目标职位申请者需要在模板中明确自己所申请的目标职位，包括职位名称、部门、工作地点等。
3. 教育背景在申请模板的第三部分，申请者需要详细列出自己的教育背景，包括学校名称、所学专业、学位等。
4. 工作经历申请者需要在模板中详细列出自己的工作经历，包括公司名称、职位、工作时间等。
对于每个工作经历，应详细描述自己在该职位上的工作内容和所取得的成绩。
5. 专业技能在申请模板的第五部分，申请者需要列出自己的专业技能，包括掌握的编程语言、工具软件、项目经验等。
6. 个人项目申请者需要在模板中列出自己参与过的个人项目，包括项目名称、所担任的角色、项目描述等。
7. 证书与奖项在申请模板的第七部分，申请者需要列出自己所获得的证书和奖项，包括证书名称、颁发机构、颁发时间等。
产品信息管理模块
企业库存管理系统的开发———产品信息管理（信息2000级五班第二小组叶绥波09100146）一、需求分析1.实现产品按分类的查询，修改；2.实现产品信息的查询，修改；3.在主界面的“产品管理”菜单下进行“产品类目”和“产品信息”的相关添加，删除和查询，并且能过退回到主界面下。
二、功能模块划分本系统可以实现5个完整的功能。
根据这些功能，设计出的功能模块如图所示。
在上功能示意图的树状结构中，每一个叶子结点都是一个最小的功能模块。
每一个功能模块需要针对不同的表完成相同的数据库操作，添加、修改、查询和删除功能。
三、系统开发的软硬件环境4.1.1 编程环境的选择采用Visual Basic 6.04.1.2 关系型数据库的实现采用SQL Server20004.1.3 两者的连接Visual Basic提供了与底层数据库系统紧密的连接。
Visual Basic 支持不同的关系数据库管理系统并充分发挥每一个数据库的特长。
生成独立应用或脱离服务器运行的服务以上的应用，Visual Basic连接数据库的方式有两种：·通过使用Visual Basic的DATA控件。
·通过使用由Visual Basic提供的专用的直接与数据库相连的接口。
四、数据库设计五、应用程序开发1．产品类目窗口 FrmProTypeMan具体代码： 产品类目管理Dim Id1, Id2 As IntegerPrivate Sub Load_Type1() List1.ClearMyProType.Load_by_Upper (0) i = 0Do While Arr_ProType(i) <> ""List1.AddItem Arr_ProType(i)i = i + 1LoopIf List1.ListCount > 0 ThenList1.ListIndex = 0End IfEnd SubPrivate Sub Load_Type2()List2.ClearMyProType.Load_by_Upper (Id1)i = 0Do While Arr_ProType(i) <> ""List2.AddItem Arr_ProType(i)i = i + 1LoopIf List2.ListCount > 0 ThenList2.ListIndex = 0End IfEnd SubPrivate Sub Cmd_Add_Click()If Option1.Value = False And List1.ListIndex < 0 Then MsgBox "请选择上级类目"Exit SubEnd IfIf Option1.Value = True ThenFrmProTypeEdit.OriUpper = 0FrmProTypeEdit.lblUpper = ""ElseFrmProTypeEdit.OriUpper = Id1FrmProTypeEdit.lblUpper = List1.TextEnd IfFrmProTypeEdit.Modify = False FrmProTypeEdit.Show 1Load_Type1Load_Type2End SubPrivate Sub Cmd_Back_Click()Unload MeEnd SubPrivate Sub Cmd_Del_Click()Dim TmpId As LongIf (Option1.Value = True And List1.ListIndex < 0) _Or (Option2.Value = True And List2.ListIndex < 0) ThenMsgBox "请选择要删除类目"Exit SubEnd IfIf Option1.Value = True ThenTmpId = Id1ElseTmpId = Id2End If'判断一级类目是否包含子类目If Option1.Value = True ThenIf MyProType.HaveSon(TmpId) = True ThenMsgBox "此类目包含子类目，不能删除"Exit SubEnd IfEnd If'判断类目中是否包含产品If MyPro.HaveType(TmpId) = True Or _MyPro.HaveType(TmpId) = True ThenMsgBox "此类目中包含产品，不能删除"Exit SubEnd If'确认删除If MsgBox("是否删除此类目？", vbYesNo, "请确认") = vbYes Then MyProType.Delete (TmpId)Load_Type1Load_Type2End IfEnd SubPrivate Sub Cmd_Modi_Click()If (Option1.Value = True And List1.ListIndex < 0) _Or (Option2.Value = True And List2.ListIndex < 0) ThenMsgBox "请选择要修改类目"Exit SubEnd IfIf Option1.Value = True ThenFrmProTypeEdit.OriUpper = 0FrmProTypeEdit.OriId = Id1FrmProTypeEdit.OriName = List1.TextFrmProTypeEdit.lblUpper = ""FrmProTypeEdit.txtTypeName = List1.TextElseFrmProTypeEdit.OriUpper = Id1FrmProTypeEdit.OriId = Id2FrmProTypeEdit.OriName = List2.TextFrmProTypeEdit.lblUpper = List1.TextFrmProTypeEdit.txtTypeName = List2.TextEnd IfFrmProTypeEdit.Modify = TrueFrmProTypeEdit.Show 1Load_Type1Load_Type2End SubPrivate Sub Form_Load()Option1.Value = TrueLoad_Type1End SubPrivate Sub List1_Click()Id1 = MyProType.GetId(MakeStr(List1.Text))Load_Type2End SubPrivate Sub List2_Click()Id2 = MyProType.GetId(MakeStr(List2.Text))End SubPrivate Sub Option1_Click()List2.Enabled = FalseEnd SubPrivate Sub Option2_Click()List2.Enabled = TrueEnd Sub实现以下功能：★添加类目一级类目和二级类目：★修改类目一级类目和二级类目信息：删除类目一级类目和二级类目信息：★返回主界面2.添加时对应“编辑产品类目”窗口FrmProTypeEdit具体代码：实现以下功能：添加类别名称Public Modify As BooleanPublic OriUpper As IntegerPublic OriId As IntegerPublic OriName As StringPrivate Sub Cmd_Cancel_Click()Unload MeEnd SubPrivate Sub Cmd_OK_Click()If Trim(txtTypeName) = "" ThenMsgBox "请输入用户名"txtUserName.SetFocusExit SubEnd IfWith MyProTypeIf Modify = False Or OriName <> Trim(txtTypeName) Then If .In_DB(MakeStr(txtTypeName)) = True ThenMsgBox "类目名称已经存在，请重新输入"txtTypeName.SetFocustxtTypeName.SelStart = 0txtTypeName.SelLength = Len(txtTypeName)Exit SubEnd IfEnd If.TypeName = MakeStr(txtTypeName).UpperId = OriUpperIf Modify = False Then.InsertElse.Update (OriId)End IfEnd WithUnload MeEnd SubPrivate Sub Form_Load()End SubPrivate Sub Label1_Click()End Sub3.产品基本信息管理窗口FrmProMan实现以下功能：★添加类目：FrmProEdit★修改类目信息：FrmProEdit★删除类目信息：FrmProEdit具体代码：Public Modify As BooleanPublic OriId As LongPublic OriName As StringPublic OriType1, OriType2 As StringPrivate Function Check() As BooleanIf Trim(txtPro) = "" ThenMsgBox "请输入产品名称"txtPro.SetFocusCheck = FalseExit FunctionEnd IfIf ComboType1.Text = "" Or ComboType2.Text = "" Then MsgBox "请选择产品类目"ComboType1.SetFocusCheck = FalseExit FunctionCheck = TrueEnd FunctionPrivate Sub Cmd_OK_Click()If Check = False ThenExit SubEnd IfWith MyPro.ProName = MakeStr(txtPro)If ComboType2.Text <> "" Then.TypeId = MyProType.GetId(ComboType2.Text) Else.TypeId = MyProType.GetId(ComboType1.Text) End If.ProStyle = MakeStr(txtStyle).ProUnit = MakeStr(txtUnit).ProPrice = Val(txtPrice).ProLow = Val(txtMin).ProHigh = Val(txtMax).Valid = Val(txtValid).AlarmDays = Val(txtAlarm)'判断仓库名称是否存在If Modify = False Or OriName <> Trim(txtPro) Then If .In_DB(MakeStr(txtPro)) = True ThenMsgBox "产品名称已经存在，请重新输入"txtPro.SetFocustxtPro.SelStart = 0txtPro.SelLength = Len(txtPro)Exit SubEnd IfEnd IfIf Modify = False Then.InsertMsgBox "添加成功"Else.Update (OriId)MsgBox "修改成功"End IfEnd WithUnload MePrivate Sub Cmd_Cancel_Click()Unload MeEnd SubPrivate Sub txtContact_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)End SubPrivate Sub txtDescribe_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)End SubPrivate Sub ComboType1_Click()'装入二级类目TmpType = MyProType.GetId(ComboType1.Text) MyProType.Load_by_Upper (TmpType) ComboType2.Cleari = 0Do While Arr_ProType(i) <> ""ComboType2.AddItem Arr_ProType(i)i = i + 1LoopIf ComboType2.ListCount > 0 ThenComboType2.ListIndex = 0End IfEnd SubPrivate Sub Form_Load()Dim TmpType As LongDim i As Integer'装入一级类目MyProType.Load_by_Upper (0)i = 0Do While Arr_ProType(i) <> ""ComboType1.AddItem Arr_ProType(i)i = i + 1LoopIf OriType1 = "" ThenIf ComboType1.ListCount > 0 ThenComboType1.ListIndex = 0End IfElseIf InCombo(OriType1, ComboType1) = True ThenComboType1.Text = OriType1End If'装入二级类目TmpType = MyProType.GetId(ComboType1.Text) MyProType.Load_by_Upper (TmpType) ComboType2.Cleari = 0Do While Arr_ProType(i) <> ""ComboType2.AddItem Arr_ProType(i)i = i + 1LoopIf OriType2 = "" ThenIf ComboType2.ListCount > 0 ThenComboType2.ListIndex = 0End IfElseIf InCombo(OriType2, ComboType2) = True ThenComboType2.Text = OriType2End IfEnd IfEnd SubPrivate Sub txtAlarm_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)If In_Int(KeyAscii) = False ThenKeyAscii = 0End IfEnd SubPrivate Sub txtMax_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)If In_Int(KeyAscii) = False ThenKeyAscii = 0End IfEnd SubPrivate Sub txtMin_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)If In_Int(KeyAscii) = False ThenKeyAscii = 0End IfEnd SubPrivate Sub txtPro_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)End SubPrivate Sub txtStyle_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)End SubPrivate Sub txtUnit_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)End SubPrivate Sub txtPrice_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)If In_Single(KeyAscii) = False ThenKeyAscii = 0End IfEnd SubPrivate Sub txtValid_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)If In_Int(KeyAscii) = False ThenKeyAscii = 0End IfEnd Sub4.编辑产品信息窗口FrmProEdit具体代码：编辑产品信息：Public Modify As BooleanPublic OriId As LongPublic OriName As StringPublic OriType1, OriType2 As StringPrivate Function Check() As BooleanIf Trim(txtPro) = "" ThenMsgBox "请输入产品名称"txtPro.SetFocusCheck = FalseExit FunctionEnd IfIf ComboType1.Text = "" Or ComboType2.Text = "" Then MsgBox "请选择产品类目"ComboType1.SetFocusCheck = FalseExit FunctionEnd IfCheck = TrueEnd FunctionPrivate Sub Cmd_OK_Click()If Check = False ThenExit SubEnd IfWith MyPro.ProName = MakeStr(txtPro)If ComboType2.Text <> "" Then.TypeId = MyProType.GetId(ComboType2.Text)Else.TypeId = MyProType.GetId(ComboType1.Text)End If.ProStyle = MakeStr(txtStyle).ProUnit = MakeStr(txtUnit).ProPrice = Val(txtPrice).ProLow = Val(txtMin).ProHigh = Val(txtMax).Valid = Val(txtValid).AlarmDays = Val(txtAlarm)'判断仓库名称是否存在If Modify = False Or OriName <> Trim(txtPro) ThenIf .In_DB(MakeStr(txtPro)) = True ThenMsgBox "产品名称已经存在，请重新输入"txtPro.SetFocustxtPro.SelStart = 0txtPro.SelLength = Len(txtPro)Exit SubEnd IfIf Modify = False Then.InsertMsgBox "添加成功"Else.Update (OriId)MsgBox "修改成功"End IfEnd WithUnload MeEnd SubPrivate Sub Cmd_Cancel_Click()Unload MeEnd SubPrivate Sub txtContact_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)End SubPrivate Sub txtDescribe_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)End SubPrivate Sub ComboType1_Click()'装入二级类目TmpType = MyProType.GetId(ComboType1.Text) MyProType.Load_by_Upper (TmpType) ComboType2.Cleari = 0Do While Arr_ProType(i) <> ""ComboType2.AddItem Arr_ProType(i)i = i + 1LoopIf ComboType2.ListCount > 0 ThenComboType2.ListIndex = 0End IfEnd SubPrivate Sub Form_Load()Dim TmpType As LongDim i As Integer'装入一级类目MyProType.Load_by_Upper (0)Do While Arr_ProType(i) <> ""ComboType1.AddItem Arr_ProType(i)i = i + 1LoopIf OriType1 = "" ThenIf ComboType1.ListCount > 0 ThenComboType1.ListIndex = 0End IfElseIf InCombo(OriType1, ComboType1) = True ThenComboType1.Text = OriType1End IfEnd If'装入二级类目TmpType = MyProType.GetId(ComboType1.Text) MyProType.Load_by_Upper (TmpType) ComboType2.Cleari = 0Do While Arr_ProType(i) <> ""ComboType2.AddItem Arr_ProType(i)i = i + 1LoopIf OriType2 = "" ThenIf ComboType2.ListCount > 0 ThenComboType2.ListIndex = 0End IfElseIf InCombo(OriType2, ComboType2) = True ThenComboType2.Text = OriType2End IfEnd IfEnd SubPrivate Sub txtAlarm_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)If In_Int(KeyAscii) = False ThenKeyAscii = 0End IfEnd SubPrivate Sub txtMax_KeyPress(KeyAscii As Integer) EnterTAB (KeyAscii)If In_Int(KeyAscii) = False ThenKeyAscii = 0End SubPrivate Sub txtMin_KeyPress(KeyAscii As Integer)EnterTAB (KeyAscii)If In_Int(KeyAscii) = False ThenKeyAscii = 0End IfEnd SubPrivate Sub txtPro_KeyPress(KeyAscii As Integer)EnterTAB (KeyAscii)End SubPrivate Sub txtStyle_KeyPress(KeyAscii As Integer)EnterTAB (KeyAscii)End SubPrivate Sub txtUnit_KeyPress(KeyAscii As Integer)EnterTAB (KeyAscii)End SubPrivate Sub txtPrice_KeyPress(KeyAscii As Integer)EnterTAB (KeyAscii)If In_Single(KeyAscii) = False ThenKeyAscii = 0End IfEnd SubPrivate Sub txtValid_KeyPress(KeyAscii As Integer)EnterTAB (KeyAscii)If In_Int(KeyAscii) = False ThenKeyAscii = 0End IfEnd Sub实现以下功能：添加具体产品信息六、程序调试对一些独立功能的程序进行调试。
《VB程序设计基础》模拟试题
《VB程序设计》模拟试题●填空题1.窗体模块的文件扩展名为 ___FRM_________ 、标准模块的文件扩展名为____BAS______ 、类模块文件的扩展名为______CLS_______ 。
Basic中数据类型可分为 _____标准数据类型________和用户自定义数据类型两大类，前者根据其取值的不同，可分为_____整型_________、 ______长整型_____、布尔型和 ____字符型_________。
3. Abs= ；Int= ____-10_______。
4. "程序"& "设计"运算结果为 ___程序设计____ 。
5. Dim a, b as Boolean语句显式声明变量a是___变体___变量，b是___布尔__变量。
6. MsgBox函数的返回值中， VBRetry表示单击了____重试_____按钮，VBYes 表示单击了___是_____按钮，VBNo表示单击了_____否____按钮。
7. 要加载窗体，可以在代码中使用___________语句，要显示窗体，可以在代码中使用___________方法，要隐藏窗体，可以在代码中使用Hide方法，要卸载窗体，可以在代码中使用___________方法。
8.对话框分为_________对话框和________对话框两种类型，其中_____________ 对话框最常用。
9. 对象是Visual Basic应用程序的基本单元，它是由 ___类___创建的。
在Visual Basic中可以用属性、 __方法___、___事件___ 来说明和衡量一个对象的特性。
10. 条件判断语句可以使用___If…then____________语句、____If…Then…Else______语句和 ______If…Then…ElseIf______语句。
Select case 语句11. 声明一个值为的常量Pi的语句为___Const pi = 。
气源处理装置中frm分支模块的作用
气源处理装置中frm分支模块的作用frm分支模块是气源处理装置中的一个重要组成部分，它承担着多项关键的功能和作用。
本文将详细介绍frm分支模块的作用，并分析其在气源处理装置中的重要性。
frm分支模块在气源处理装置中的作用之一是用于分离和过滤杂质。
在气源处理过程中，气体中常常存在各种杂质，如固体颗粒、液滴、油污等。
这些杂质会对后续的气源使用造成严重影响，因此需要进行有效的分离和过滤。
frm分支模块通过合理的设计和配置，能够将气体中的杂质有效地分离出来，确保后续气源的纯净度。
frm分支模块还具有调压和调节气体流量的功能。
在气源处理过程中，往往需要将气体的压力和流量进行调节，以满足不同的工艺要求。
frm分支模块通过内部的调压和调节装置，能够对气体的压力和流量进行精确控制，从而保证气源处理装置的正常运行。
frm分支模块还能够实现气体的干燥和除湿。
在某些特殊的工艺过程中，气体的湿度会对产品的质量产生重要影响。
frm分支模块通过内部的干燥和除湿装置，能够有效地降低气体的湿度，保证气源的干燥度，从而满足不同工艺对气体湿度的要求。
frm分支模块还能够实现气体的冷却和加热。
在某些工艺过程中，需要对气体进行冷却或加热处理，以满足不同的要求。
frm分支模块通过内部的冷却和加热装置，能够对气体进行精确的温度控制，以满足不同工艺对气体温度的要求。
frm分支模块还能够对气体进行分配和输送。
在气源处理装置中，通常需要将气体分配到不同的工艺设备或生产线中，以供其正常运行。
frm分支模块通过内部的分配和输送装置，能够将气体按照需要分配到不同的位置，确保气源供应的准确和可靠。
frm分支模块是气源处理装置中不可或缺的重要组成部分，承担着分离和过滤杂质、调压和调节气体流量、干燥和除湿、冷却和加热以及分配和输送气体的多项关键功能。
它的作用直接影响着气源处理装置的整体效果和性能稳定性。
因此，在设计和选择气源处理装置时，需要充分考虑frm分支模块的作用和性能，并合理配置和使用，以确保气源处理装置的正常运行和工艺要求的满足。
宝马CAN总线故障诊断与分析
西南交通大学工程硕士论文
摘
要
第ｌ页
由于信息技术的发展，汽车中的电子控制系统越来越复杂。许多汽车生产厂商将 计算机技术与车载控制系统相结合，运用ＣＡＮ数据总线系统来进行信息的传输与交换。 在信息的共享的同时也造成了故障原因的交叉和混合，从而使汽车故障现象更为复杂， 故障原因更加不易确定。如何准确找出故障原因，迅速判断出具体故障部件，并总结 出ＣＡＮ数据总线系统故障诊断的规律和方法，成为了摆在汽车维修企业面前急需解决 的一个问题。所以ＣＡＮ数据总线系统故障诊断是一个具有重要实用价值的研究课题。
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投资学讲义目录
投资学(现代投资理论)前言我们先考虑如下三个问题1Finance是什么？2Finance金融体系内容是什么？3投资学(现代投资理论)是什么？Finance，在中文中有这么几个意思：理财（对个人、家庭、企业、公司）、财务（企业或公司）、金融（投融资机构：基金公司，银行等）、财政（国家）等意思所以把Finance仅仅翻译成金融是不恰当的。
有三本著名的金融财务杂志(1)JFE(Journal of Financial Economics)(2)JF(Journal of Finance这是美国金融学会的)(3)RFS(Reviews of Financial Studies)有三个国际性的证书考试：(1) CFA(Chartered Financial Analyst特许金融分析师：是证券投资与管理界的一种职业资格称号，由美国“特许金融分析师学院”(ICFA)发起成立，每年在全球范围内举行资格考试。
CFA 协会主办的CFA 课程和考试被认为全球投资专业里最为严格的考试，在投资知识、专业标准及道德操守方面制定了全球准则。
CFA特许状持有人可以向其客户、雇主和同事表明他已经修读了一套严谨的专业课程，知识涵盖了广泛的投资领域，并且承诺遵守最高的职业道德准则。
因此，CFA特许状被投资业看成一个“黄金标准”，投资者也希望找到那些持有CFA特许状的专业人士，因为这一资格被认为是投资业界中具有专业技能和职业操守的承诺。
)要上万美元的考试费。
特许金融分析师 (CFA)报考条件：大四学生及以上。
取得资格所需时间(平均)：3-4 年。
取得资格所需费用（不含培训）：RMB18,000。
国际认可程度：高，全球投资领域通行证。
国内认可程度：高，是高端金融领域“王牌”认证，目前12000 名考生，800-1000 名持证人，2007 年考生增长57%。
薪酬水平：对投资行业薪酬状况的调查表明，雇主愿意提供高额奖金给拥有CFA特许资格认证的投资专业人士。
FRM一级_金融市场与产品&估值和风险模型习题及答案(★★)
Financial Markets and Products & Valuation and Risk Models1.In managing a portfolio of domestic corporate bonds, which of the following risksis least important?A.Interest rate risksB.Concentration risksC.Spread risksD.Foreign exchange risksAnswer: De a stated rate of 9% compounded periodically to answer the following threequestions. Select the choice that is the closest to the correct answer.(1) The semi-annual effective rate is:A.9.00%B.10.25%C.9.20%D.9.31%Answer: C(2) The quarterly effective rate is:A.9.00%B.9.31%C.9.20%D.9.40%Answer: B(3) The continuously compounded rate is:A.9.42%B.9.20%C.9.45%D.9.67%Answer: A3.The following Treasury zero rates are exhibited in the marketplace: 6 months = 1.25% 1 year = 2.35%1.5 years =2.58% 2 years = 2.95%Assuming continuous compounding, the price of a 2-year Treasury bond that paysa 6 percent semiannual coupon is closest to:A.105.20B.103.42C.108.66D.105.90Answer: D4. A two-year zero-coupon bond issued by corporate XYZ is currently rated A. Oneyear from now XYZ is expected to remain at A with 85% probability, upgraded to AA with 5% probability, and downgraded to BBB with 10% probability. The risk free rate is flat at 4%. The credit spreads are flat at 40, 80, and 150 basis points for AA, A, and BBB rated issuers, respectively. All rates are compounded annually.Estimate the expected value of the zero-coupon bond one year from now (for USD 100 face amount). Fixed Income Securities:D 92.59D 95.33D 95.37D 95.42Answer: C5.Assuming the long-term yield on a perpetual note is 5%, compute the dollar valueof a 1 bp. Increase in the yield (DV01) for a perpetual note paying a USD 1,000,000 annual coupon.A.-20,000B.-30,000C.-40,000D.-50,000Answer: C6.Given the following portfolio of bonds:What is the value of the portfolio’s DV01 (Dollar value of 1 basis point)?A.8,019B.8,294C.8,584D.8,813Answer: C7.Assuming other things constant, bonds of equal maturity will still have differentDV01 per USD 100 face value. Their DV01 per USD 100 face value will be in the following sequence of highest value to lowest value:A.Premium bonds, par bonds, zero coupon bondsB.Zero coupon bonds, Premium bonds, par bondsC.Premium bonds, zero coupon bonds, par bondsD.Zero coupon bonds, par bonds, Premium bondsAnswer: A8.Which of the following statements about standard fixed rate government bondswith no optionality is TRUE?I.Higher coupon implies shorter duration.II.Higher yield implies shorter duration.III.Longer maturity implies larger convexity.A.I and II onlyB.II and III onlyC.I and III onlyD.I, II, and IIIAnswer: D9.Which of the following is not a property of bond duration?A.For zero-coupon bonds, Macaulay duration of the bond equals its years tomaturity.B.Duration is usually inversely related to the coupon of a bond.C.Duration is usually higher for higher yields to maturity.D.Duration is higher as the number of years to maturity for a bond selling atpar or above increases.Answer: C10.Estimated price changes using only duration tend to:A.Overestimate the increase in price that occurs with a decrease in yield forlarge changes in yield.B.Underestimate the decrease in price that occurs with a increase in yield forlarge changes in yield.C.Overestimate the increase in price that occurs with a decrease in yield forsmall changes in yield.D.Underestimate the increase in price that occurs with a decrease in yield forlarge changes in yield.Answer: D11.A portfolio consists of two positions: One position is long $100M of a two yearbond priced at 101 with a duration of 1.7; the other position is short $50M of a five year bond priced at 99 with a duration of 4.1. What is the duration of the portfolio?A.0.68B.0.61C.-0.68D.-0.61Answer: D12.A zero-coupon bond with a maturity of 10 years has an annual effective yield of10%. What is the closest value for its modified duration?A.9B.10C.100D.Insufficient InformationAnswer: A13.A portfolio manager uses her valuation model to estimate the value of a bondportfolio at USD 125.482 million.The term structure is ing the same model,she estimates that the value of the portfolio would increase to USD 127.723 million if all the interest rates fell by 30bp and would decrease to USD 122.164 million if all the interest rates rose by ing these estimates,the effective duration of the bond is closest to :A. 8.38B. 16.76C. 7.38D. 14.77Answer: C14.A portfolio manager has a bond position worth USD 100 million. The position hasa modified duration of eight years and a convexity of 150 years. Assume that theterm structure is flat. By how much does the value of the position change if interest rates increase by 25 basis points?D -2,046,875D -2,187,500D -1,953,125D -1,906,250Answer: C15.An investment in a callable bond can be analytically decomposed into a:A.Long position in a non-callable bond and a short position in a put optionB.Short position in a non-callable bond and a long position in a call optionC.Long position in a non-callable bond and a long position in a call optionD.Long position in a non-callable and a short position in a call optionAnswer: D16.A European bank exchanges euros for USD, lends them at the U.S. risk-free rate,and simultaneously enters into a forward contract to sell the loan proceeds for euros at loan maturity. If the net effect of these transactions is to earn the risk-free euro rate, it is an example of:A.ArbitrageB.Spot-forward equalityC.Interest rate parityD.The law of one priceAnswer: C17.At the inception of a six-month forward contract on a stock index, the value of theindex was $1,150, the interest rate was 4.4%, and the continuous dividend was1.8%. Three months later, the value of the index is $1,075. Which of the followingstatement is True? The value of the:A.long position is $82.41.B.long position is $47.56.C.short position is $47.56.D.long position is -$82.41.Answer: D18.Assuming the 92-day and 274 day interest rate is 8% (act/360, money market yield)compute the 182-day forward rate starting in 92 days (act/360, money market yield).A.7.8%B.8.0%C.8.2%D.8.4%Answer: B19.The 1-year US dollar interest rate is 3% and the 1-year Canadian dollar interestrate is 4.5%. The current USD/CAD spot exchange rate is 1.5000. Calculate the 1-year forward rate.A. 1.5225B. 1.5218C. 1.5207D. 1.5199Answer: B20.The price of a three-year zero coupon government bond is 85.16. The price of asimilar four-year bond is 79.81. What is the one-year implied forward rate form year 3 to year 4?A. 5.4%B. 5.5%C. 5.8%D. 6.7%Answer: D21.The clearinghouse in a futures contract performs all but which of the followingroles? The clearing house:A.guarantees traders against default from another party.B.splits each trade and acts as a buyer to futures sellers and as a seller tofutures buyers.C.allows traders to reverse their position without having to contract the otherside of the position.D.guarantees the physical delivery of the underlying asset to the buyer offuture contracts.Answer: D22.A weakening of the basis is a consequence of the:A.Spot price increasing faster than the futures price over time.B.Spot price moving according to hyper-arithmetic Brownian motion.C.Futures price increasing faster than the spot price over time.D.Futures price moving according to hyper-arithmetic Brownian motion. Answer: C23.Which of the following statements best describes marking-to-market of a futurescontract? At the:A.End of the day, the maintenance margin is increased for traders who lost anddecreased for traders who gained.B.Conclusion of each trade, the gains or losses from all previous trades in thefutures contract are tallied.C.Maturity of the futures contract, the gains or losses are tallied to the trader’saccount.D.End of the day, the gains or losses are tallied to the trader’s account. Answer: D24.A trader buys one wheat contract (underlying = 5,000 bushels) at a price of $3.05per bushel. The initial margin on the contract is $4,500 and the maintenance margin is $3,750. At what price will the trader receive a maintenance margin call?A.$2.30B.$2.90C.$3.20D.$3.80Answer: B25.The S&P 500 index is trading at 1,025. The S&P 500 pays an expected dividendyield of 1.2% and the current risk-free rate is 2.75%. The value of a 3-month futures contract on the S&P 500 index is closest to:A.$1,028.98B.$1,108.59C.$984.86D.$1,025.00Answer: A26.The current spot price of gold is $325/oz and the price of 90-day gold futurescontract (nominal amount of 100 oz) is $315. If 90-day Treasury bills are trading at yields of 3.55% - 3.58% and storage and delivery costs are ignored, what is the potential arbitrage profit per contract?A.$1,266B.$1,286C.$1,334D.$1,344Answer: C27.Which of the following statements describing the role of a convenience yield inpricing commodity futures is true? The convenience yield:I.will cause contango in the futures pricing relationship.II.Effectively reduces the cost of carry in the futures pricing relationship.III.Eliminates the potential for arbitrage between the futures and spot price.IV.Accounts for additional costs for storing an asset in the futures pricing relationship.A.I onlyB.II onlyC.II, III, and IV onlyD.I and II onlyAnswer: B28.A firm is going to buy 10,000 barrels of West Texas Intermediate Crude Oil. Itplans to hedge the purchase using the Brent Crude Oil futures contract. The correlation between the spot and futures prices is 0.72. The volatility of the spot price is 0.35 per year. The volatility of the Brent Crude Oil futures price is 0.27 per year. What is the hedge ratio for the firm?A. 0.9333B. 0.5554C. 0.8198D. 1.2099Answer: A29.The hedge ratio is the ratio of derivatives to a spot position (or vice versa thatachieves an objective such as minimizing or eliminating risk. Suppose that the standard deviation of quarterly changes in the price of a commodity is 0.57, the standard deviation of quarterly changes in the price of a futures contract on the commodity is 0.85, and the covariance between the two changes is 0.3876. What is the optimal hedge ratio for a 3.-month contract?A.0.1893B.0.2135C.0.2381D.0.2599Answer: D30.Consider an equity portfolio with market value of USD 100M and a beta of 1.5with respect to the S&P 500 Index. The current S&P 500 index level is 1000 and each futures contract is for delivery of USD 250 times the index level. Which of the following strategy will reduce the beta of the equity portfolio to 0.8?A.Long 600 S&P 500 futures contractsB.Short 600 S&P 500 futures contractsC.Long 280 S&P 500 futures contractsD.Short 280 S&P 500 futures contractsAnswer: D31.Corporates normally use FRAs to:A.Lock-in the cost of borrowing in the futureB.Lock-in the cost of lending in the futureC.Hedge future currency exposuresD.Create future currency exposuresAnswer: A32.An investor has entered into a forward rate agreement(FRA) where she hascontracted to pay a fixed rate of 5 percent on $5,000,000 based on the quarterly rate in three months. If interest rates are compounded quarterly, and the floating rate is 2 percent in three months, what is the payoff at the end of the sixth month?The investor will:A.make a payment of $37,500.B.receive a payment of $37,500.C.make a payment of $75,000.D.receive a payment of $75,000.Answer: A33.Consider the following 6x9 FRA ，Assume the buyer of the FRA agrees to acontract rate of 6.35% on a notional amount of 10 million USD ，Calculate the settlement amount of the seller if the settlement rate is 6.85%. Assume a 30/360 day count basis.A.–12,500B.–12,290C.+12,500D.+12,290Answer: B34.XYZ Corporation plans to issue a 10-year bond 6 months from now. XYZ wouldlike to hedge the risk that interest rates might rise significantly over the next 6 months. In order to effect this, the treasurer is contemplating entering into a swap transaction. Under the swap, she should:A.Pay fixed and receive LIBORB.Pay LIBOR and receive fixedC.Either swap (a or b above) will workD.Neither swap (a or b above) will workAnswer: A35.Consider the following plain vanilla swap. Party A pays a fixed rate 8.29% perannum on a semiannual basis (180/360), and receives from Party B LIBOR+30 basis point. The current six-month LIBOR rate is 7.35% per annum. The notional principal is $25M. What is the net swap payment of Party AA.$20,000B.$40,000C.$80,000D.$110,000Answer: C36.A trader executes a $420 million 5-year pay fixed swap（duration 4.433） with oneclient and a $385 million 10year receive fixed swap（duration 7.581） with another client shortly afterwards. Assuming that the 5-year rate is 4.15 % and 10-year rate is 5.38 % and that all contracts are transacted at par, how can the trader hedge his net delta position?A.Buy 4,227 Eurodollar contractsB.Sell 4,227 Eurodollar contractsC.Buy 7,185 Eurodollar contractsD.Sell 7,185 Eurodollar contractsAnswer: B37.Assume an investor with a short position is about to deliver a bond and has fourbonds to choose from which are listed in the following table. The last settlement price is $95.75 (this is the quoted futures price). Determine which bond is the cheapest-to-deliver.Bond Quoted Bond Price Conversion Factor1 99 1.012 125 1.243 103 1.064 115 1.14A. Bond 1B. Bond 2C. Bond 3D. Bond 4Answer: C38.What is the lower pricing bound for a European call option with a strike price of80 and one year until expiration? The price of the underlying asset is 90, and the1-year interest rate is 5% per annum. Assume continuous compounding of interest.A.14.61B.13.90C.10.00D. 5.90Answer: B39.According to Put-Call parity, buying a call option on a stock is equivalent to:A.Writing a put, buying the stock, and selling short bonds (borrowing).B.Writing a put, selling the stock, and buying bonds (lending).C.Buying a put, selling the stock, and buying bonds (lending).D.Buying a put, buying the stock, and selling short bonds (borrowing). Answer: D40.Jeff is an arbitrage trader, and he wants to calculate the implied dividend yield ona stock while looking at the over-the-counter price of a 5-year put and call (bothEuropean-style) on that same stock. He has the following data:• Initial stock price = USD 85• Strike price = USD 90• Continuous risk-free rate = 5%• Underlying stock volatility = unknown• Call price = USD 10• Put price = USD 15What is the continuous implied dividend yield of that stock?A. 2.48%B. 4.69%C. 5.34%D.7.71%Answer: C41.The current price of a stock is ＄55. A put option with ＄50 strike price thatexpires in 3 months is available. If N(d1)=0.8133, N(d2)=0.7779, the underlying stock exhibits an annual standard deviation of 25 percent, and current risk free rates are 3.25 percent, the Black-Scholes value of the put is closet to:A.$0.75B.$1.25C.$1.50D.$5.00Answer: A42.Which of the following is the riskiest form of speculation using options contracts?A.Setting up a spread using call optionsB.Buying put optionsC.Writing naked call optionsD.Writing naked put optionsAnswer: C43.A long position in a put option can be synthetically produced by:A.Long position in the underlying and a short position in a call.B.Short position in the underlying and a long position in a call.C.Long position in the underlying and a long position in a put.D.Short position in the underlying and a short position in a put.Answer: B44.ABEX Corporation common stock is selling for ＄50.00 per share. Both anAmerican call option and a European call option are available on ABEX common, and each have identical strike prices and expiration dates. Which of the following statements concerning these two options is TRUE?A.Because the American and European options have identical terms and arewritten against the same common stock, they will have identical optionpremiums.B.The greater flexibility allowed in exercising the American option willnormally result in a higher market value relative to an otherwise identicalEuropean option.C.The American option will have a higher option premium, because theAmerican security markets are larger than the European markets.D.The European option will normally have a higher option premium because oftheir relative scarcity compared to American options.Answer: B45.Put option values increase as a result of increases in which of the followingfactors?I.V olatilityII.DividendsIII.Stock PriceIV.Time to expirationA.I, II, and IV onlyB.I, III, and IV onlyC.II and IV onlyD.I and III onlyAnswer: A46.Your firm has no prior derivatives trades with its counterparty Super Bank. Yourboss wants you to evaluate some trades she is considering. in particular, she wants to know which of the following trades will increase your firm’s credit risk exposure to Super Bank:I.Buying a put optionII.Selling a put optionIII.Buying a forward contractIV.Selling a forward contractA.I and II onlyB.II and IV onlyC.III and IV onlyD.I, III, and IV onlyAnswer: D47.Which of the following statements about a floor is true?A.floor is a put option and protects against a fall in interest ratesB.floor is a call option and protects against a fall in interest ratesC.floor is a put option and protects against a rise in interest ratesD.floor is a call option and protects against a rise in interest ratesAnswer: A48.You are given the following information about a call option:• Time to maturity = 2 years• Continuous risk-free rate = 4%• Continuous dividend yield = 1%• N(d1) = 0.64Calculate the delta of this option.A.-0.64B.0.36C.0.63D.0.64Answer: C49.Call and put option values are most sensitive to changes in the volatility of theunderlying when:A.both calls and puts are deep in-the-money.B.both puts and calls are deep out-of-the-money.C.calls are deep out-of-the-money and puts are deep in-the-money.D.both calls and puts are at-the-money.Answer: D50.What is the reason for undertaking a Vega hedging? To minimize the:A.Possibility of counterparty default risk.B.Potential loss as a result of a change in the volatility of the underlying sourceof risk.C.Adverse effect due to the government regulation.D.Potential loss as a result of a large movement in the underlying source ofrisk.Answer: B51.Suppose an existing short option position is delta-neutral, but has a gamma of−600. Also assume that there exists a traded option with a delta of 0.75 and a gamma of 1.50. In order to maintain the position gamma-neutral and delta-neutral, which of the following is the appropriate strategy to implement?A. Buy 400 options and sell 300 shares of the underlying asset.B. Buy 300 options and sell 400 shares of the underlying asset.C. Sell 400 options and buy 300 shares of the underlying asset.D. Sell 300 options and buy 400 shares of the underlying asset.Answer: A52.W hich of the following is not an assumption of the BS options pricing model?A. The price of the underlying moves in a continuous fashionB. The interest rate changes randomly over timeC. The instantaneous variance of the return of the underlying is constantD. Markets are perfect,i.e.short sales are allowed,there are on transaction costs or taxes,andmarkets operate continuously.Answer: B53.If risk is defined as a potential for unexpected loss, which factors contribute to therisk of a short call option position?A.Delta, vega, rhoB.Vega, rhoC.Delta, vega, gamma, rhoD.Delta, vega, gamma, theta, rhoAnswer: C54.If risk is defined as a potential for unexpected loss, which factors contribute to therisk of a long straddle position?A.Delta, vega, rhoB.Vega, rhoC.Delta, vega, gamma, rhoD.Delta, vega, gamma, theta, rhoAnswer: B55.Long a call on a stock and short a call on the same stock with a higher strike priceand same maturity is called:A. A bull spreadB. A bear spreadC. A calendar spreadD. A butterfly spreadAnswer: A56.Consider a bullish spread option strategy of buying one call option with a $30exercise price at a premium of $3 and writing a call option with a $40 exercise price at a premium of $1.50. If the price of the stock increases to $42 at expiration and the option is exercised on the expiration date, the net profit per share at expiration (ignoring transaction costs) will be:A.$8.50B.$9.00C.$9.50D.$12.50Answer: A57.An investor sells a June 2008 call of ABC Limited with a strike price of USD 45for USD 3 and buys a June 2008 call of ABC Limited with a strike price of USD40 for USD 5. What is the name of this strategy and the maximum profit and lossthe investor could incur?A.Bear Spread, Maximum Loss USD 2, Maximum Profit USD 3B.Bull Spread, Maximum Loss Unlimited, Maximum Profit USD 3C.Bear Spread, Maximum Loss USD 2, Maximum Profit UnlimitedD.Bull Spread, Maximum Loss USD 2, Maximum Profit USD 3Answer: D58.Which of the following actions would be most profitable when a trader expects asharp rise in interest rates?A.Sell a payer swaption.B.Buy a payer swaption.C.Sell a receiver swaption.D.Buy a receiver swaption.Answer: B59.Initially, the call option on Big Kahuna Inc. with 90 days to maturity trades atUSD 1.40. The option has a delta of 0.5739. A dealer sells 200 call option contracts, and to delta-hedge the position, the dealer purchases 11,478 shares of the stock at the current market price of USD 100 per share. The following day, the prices of both the stock and the call option increase. Consequently, delta increases to 0.7040. To maintain the delta hedge, the dealer shouldA.sell 2,602 sharesB.sell 1,493 sharesC.purchase 1,493 sharesD.purchase 2,602 sharesAnswer: D60.A risk manager for bank XYZ, Mark is considering writing a 6 month American put optionon a non-dividend paying stock ABC. The current stock price is USD 50 and the strike price of the option is USD 52. In order to find the no-atbitrage price of the option, Mark uses a two-step binomial tree model. The stock price can go up or down by 20% each period. Mark’s view is that the stock price has an 80% probability of going up each period and a 20% probability of going down. The risk-free rate is 12% per annum with continuous compounding.What is the risk-neutral probability of the stock price going up in a single step?A. 34.5%B. 57.6%C. 65.5%D. 80.0%Answer: B61.Given the following 30 ordered simulated percentage returns of an asset, calculatethe VaR and expected shortfall (both expressed in terms of returns) at a 90% confidence level.-16, -14, -10, -7, -7, -5, -4, -4, -4, -3, -1, -1, 0, 0, 0, 1, 2, 2, 4, 6, 7, 8, 9, 11, 12, 12, 14, 18, 21, 23A.VaR (90%) = 10, Expected shortfall = 14B.VaR (90%) = 10, Expected shortfall = 15C.VaR (90%) = 14, Expected shortfall = 15D.VaR (90%) = 18, Expected shortfall = 22Answer: B62.What is the correct interpretation of a $3 million overnight VaR figure with 99%confidence level?A.The institution can be expected to lose at most $3 million in 1 out of next100 days.B.The institution can be expected to lose at least $3 million in 95 out of next100 days.C.The institution can be expected to lose at least $3million in 1 out of next 100days.D.The institution can be expected to lose at most $6 million in 2 out of next100 days.Answer: C63.In the presence of fat tails in the distribution of returns, VaR based on thedelta-normal method would (for a linear portfolio):A.underestimate the true VaRB.be the same as the true VaRC.overestimate the true VaRD.cannot be determined from the information providedAnswer: A64.Value at risk (VaR) measures should be supplemented by portfolio stress testingbecause:A.VaR does not indicate how large the losses will be beyond the specifiedconfidence level.B.stress testing provides a precise maximum loss level.C.VaR measures are correct only 95% of the time.D.stress testing scenarios incorporate reasonably probable events.Answer: A65.Assume we calculate a one-week VaR for a natural gas position by rescaling thedaily VaR using the square-root rule. Let us now assume that we determine the “true” gas price process to be mean reverting and recalculate the VaR. Which of the following statements is true?A.The recalculated VaR will be less than the original VaRB.The recalculated VaR will be equal to the original VaRC.The recalculated VaR will be greater than the original VaRD.There is no necessary relation between the recalculated VaR and the originalVaRAnswer: A66.If a portfolio with a VaR of 200 is combined with a portfolio with a VaR of 500,the VaR of the combination could be:I.Less than 200.II.Less than 500.III.More than 200.IV.More than 500.A.I and IIB.III and IVC.I, II and IVD.II, III and IVAnswer: D67.Consider the following portfolio consisting only of stock Alpha. Stock Alpha has amarket value of $635,000 and an annualized volatility of 28%. Calculate the VaR assuming normally distributed returns with a 99% confidence interval for a 10-day holding period and 252 business days in a year. The daily expected return is assumed to be zero.A.$56,225B.$69,420C.$82,525D.$96,375Answer: C68.Babson Bank is interested in knowing the risk exposure of their assets for variousprobabilities and time horizons. Babson has estimated that the annual variance (based on a 250 day year) of their $638 million asset portfolio is 151.29. If Z1%, Z5%, Z10%, are 2.32, 1.65, and 1.28, respectively, which of the following statements is false? The maximum dollar loss that can be expected to be exceeded:A.5% of the time in any six month period is $64.74 millionB.1% of the time on any given day is $11.51 millionC.10% of the time in any given quarter is $50.22 millionD.1% of the time in any given week is $25.25 millionAnswer: A69.The VaR on a portfolio using a 1-day horizon is USD 100 million. The VaR usinga 10-day horizon is:D 316 million if returns are not independently and identically distributedD 316 million if returns are independently and identically distributedD 100 million since VaR does not depend on any day horizonD 31.6 million irrespective of any other factorsAnswer: B70.If stock returns are independently, identically, normally distribution and the annualvolatility is 30%, then the daily VaR at the 99% confidence level of a stock market portfolio is approximately。
FRM一级模考题(二)
FRM一级模考题（二）1. Based on a sample size of 100 and sample mean of $30, you estimate a 95%confidence interval for the mean weekly soft drink expenditures of students at alocal college. Your estimate of the confidence interval is $26.77 to $33.23. Sinceyou knew the standard deviation beforehand, your confidence interval was basedon a standard deviation closest to:A. 1.65.B. 6.59.C. 11.53.D. 16.48.Solution : DWith a known variance, the 95% confidence interval is constructed asSo you know that Solving for a provides 16.48.2. Consider a 1-year European call option with a strike price of $27.50 that iscurrently valued at $4.10 on a $25 stock. The 1-year risk-free rate is 6%. Whichof the following is closest to the value of the corresponding put option?A. $0.00B. $3.12.C. $5.00.D. $6.60.Solution : CUsing put-call parity: p = c + Xe-rT - So = 4.10 + 27.50e-0.06 - 25 = $5.00.3. A binomial interest-rate tree indicates a 1-year spot rate of 4%, and the price of the bond if rates decline is 95.25 and 93.75 if rates increase. The risk-neutral probability of an interest rate increase is 0.55. You hold a call option on the bond that expires in one year and has an exercise price of93.00. The option value is closest to:A. 1.17B. 0.97C. 1.44D. 1.37Solution : DThe call has payoff of 95.25 -93 = 2.25 if rates decline and payoffof 93.75- 93= 0.75 if rates increase. The expected discounted value of the payoffs is [0.55(0.75)+ 0.45(2.25)]/1.04 = 1.37.4. Cooper Industries is the pay-fixed counterparty in an interest rate swap. Theswap is based on a notional value of $2,000,000 and pays a floating rate basedon the 6-month Hong Kong Interbank Offered Rate (HIBOR). Cooper pays afixed rate of 7% semiannually. A swap payment has just been made. The swaphas a remaining life of 18 months, with pay dates at 6, 12, and 18 months. SpotHIBOR rates are shown in the table below.The value of the swap to Cooper Industries is closest to:A. $0.B. $6,346.C. $17,093.D. $72,486.Solution : CThe fixed payments made by Cooper are (0.07 / 2) x $2,000,000 = $70,000. Thepresent value of the fixed payments == $67,762 + $65,398 + $1,849,747 = $1,982,907The value of the floating rate payments received by Cooper at the payment date is thevalue of the notional principal, or $2,000,000.The value of the swap to Cooper Industries is ($2,000,000 - $1,982,907) =$17,093.5. A stack-and-roll hedge as described in the Metallgesellschaft case is bestdescribed as:A. buying futures contracts of different expirations and allowing them to expirein sequence.B. buying futures contracts of different expirations and closing out the positionshortly before expiration.C. using short-term futures to hedge a long-term risk exposure by replacingthem with longer-term contracts shortly before they expire.D. using short-term futures contracts with a larger notional value than thelong-term risk they are meant to hedge.Solution : CA stack is a bundle of futures contracts with the same expiration. Over time, a firmmay acquire stacks with various expiry dates. To hedge a long-term risk exposure, a firmwould close out each stack as it approaches expiry and enter into a contract with a moredistant delivery, known as a roll. This strategy is called a stack-and-roll hedge and isdesigned to hedge long-term risk exposures with short-term contracts. Using short-termfutures contracts with a larger notional value than the long-term risk they are meant tohedge could result in "over hedging" depending on the hedge ratio.。
错题
C．文件系统管理的数据量较少，而数据库系统可以管理庞大的数据量
D．文件系统不能解决数据冗余和数据独立性问题，而数据库系统可以解决
3）在数据库三级模式中，对用户所用到的那部分数据的逻辑描述是（）。A
A．外模式B．概念模式C．内模式D．逻辑模式
A．索引是一个指向表中数据的指针
B．索引是在元组上建立的一种数据库对象
C．索引的建立和删除对表中的数据毫无影响
D．表被删除时将同时删除在其上建立的索引
8）下面（C）文件不能与SQLServer数据库进行导入和导出操作。
A.文本文件B.Excel文件C.Word文件D.Access数据库
4）在数据库的安全性控制中，授权的数据对象的(B)，授权子系统就越灵活。
6.4.（分值：6.7）将名为Sales数据库改为NewSales。ALTERDATABASESalesMODIFYNAME=NewSales
7.6.（分值：6.7）在工程1中有两个窗体，窗体Form1上有一个命令按钮Command1，单击
该按钮，Form1窗体消失，显示窗体Form2，补充以下程序：Private Sub Command1_Click()UnloadForm1MsgBox"显示form2"Form2.ShowEnd Sub
A: Image数据类型可以用来存储图像
B:使用字符数据类型时，可以改变长度信息
C:使用数字数据类型时，可以改变长度信息
D: Bit数据类型为1位长度，可以存储表示是/否的数据
23.（分值：1.0分）VB 6.0中RecordSet对象的UPDATE方法的作用是
A:在内存中开辟一个存放新记录的缓冲区
计算机语言与程序设计 试题库(含答案)
试卷一2分，15小题，共30分）1.特点的叙述中，错误的是（）A)Visual Basic是采用事件驱动编程机制的语言B)Visual Basic程序既可以编译运行，也可以解释运行C)构成Visual Basic的多个过程没有固定的执行顺序D)Visual Basic程序不是结构化程序，不具备结构化的三种基本结构2.Visual Basic工程文件的扩展名是( )。
A）.frm B）.vbw C）.vbp D）.bat3.VB是一种面向( B )的程序设计语言。
A) 机器B) 对象C) 过程D) 应用4.以下关于对象的叙述中，错误的是( )A)在Visual Basic中，对象所能响应的事件是由系统定义的B)对象的任何属性既可以通过属性窗口设定，也可以通过程序语句设定C)Visual Basic中允许不同对象使用相同对象名和方法D)Visual Basic中的对象具有自己的属性和方法5.当程序运行时，系统自动执行启动窗体的( )事件过程。
A) Unload B) Click C) Load D) GotFocus6.要求在文本框中输入密码时文本框中只显示*号，则应用在此文本框的属性窗口中设置( )。
A) Text属性值为* B) Caption属性值为*C) Passwordchar属性值为* D) Passwordchar属性值为真7.数学表达式0≤a<100在VB中的逻辑表达式为( )。
A) 0<=a<100 B) a>=0 OR a<100C) 0<=a AND a<100 D) 0<=a AND <1008.函数Left(“欢迎学习Visual Basic”,6)执行的返回值是( )A)“欢迎学习Vi”B)“欢迎学”C)“Visual”D)“ Basic”9.若有数组说明语句为：Dim a(-2 to 5)，则数组a包含元素的个数是( )。
2019年frm模拟考试相关说明,包含FRM考试题型介绍
2019年frm模拟考试相关说明，包含FRM考试题型介绍暑期到来，很多考生得以空闲，开始准备2019年FRM考试工作。
高顿FRM老师认为，这是好事情。
值得说道。
关于2019年frm模拟考试及试题的问题考生比较关心。
本文就重点为大家介绍一番。
让大家做个了解。
一、FRM考试题型在开始介绍2019年FRM模拟题的相关的问题之前，高顿FRM老师想先简单的介绍FRM考试题型。
2010年起，FRM考试分为PARTⅠ和PARTⅡ两级，全部是标准化试题。
1、FRM一级考试：100道单选题，上午8:00-12:00四小时考完，笔试，填涂答题卡;2、FRM二级考试：80道单选题，下午2:00-6:00四小时考完，笔试，填涂答题卡。
FRM两个级别的考试题型都是四选一的单项选择题。
可以同时报考PARTⅠ和PARTⅡ两级考试，但是考生只有通过PARTⅠ，其PARTⅡ的考试成绩才会被评阅，两级都通过后并达到其他要求方可取得证书。
FRM考试和一些大考类似，其考试分数不予公布，仅给出是否pass的结果。
二、2019年frm模拟考试重要吗?GARP官方从2010年修改了FRM考试级别和时间。
考试日FRM每级考试只有四个小时。
但是FRM一级有一百题，FRM二级有八十题。
平均说明FRM每级每题答题时间只有3分钟。
FRM一级计算题比较多，GARP允许考生携带计算器。
每年都有考友反馈没有完成答题。
FRM二级虽然没有那么多的计算题，考试题也比一级少。
但是更灵活的出题，也是很难的。
在则FRM模拟题可以很好地帮助考生了解，在参加FRM考试时会遇到的问题类型并估计花在回答问题上的时间。
通过做FRM模拟题还可以衡量出自己的准备工作是否到位。
所以，FRM模拟考试还是很重要的。
建议考生多模拟。
三、2019年frm模拟题有哪些选择?frm模拟题分为三种：协会的practice exam，高顿模考与押题，notes模考题。
这是现在的frm考生必备的模拟试题。
构件库概述
内容提要
✓构件的描述与分类 ✓构件的验证 ✓构件的存储
构件的检索 ✓构件的评估与反馈 ✓互操作
构件的检索
✓ 基于外部索引的检索 ✓ 基于内部静态索引的检索 ✓ 基于内部动态索引的检索
基于外部索引的检索
✓ 采用控制词典、属性等外部索引对构件进行 检索
• 如：关键词检索、刻面检索和基于属性的检索 • 自动化支持
• ……
内容提要
✓构件的描述与分类 ✓构件的验证 ✓构件的存储 ✓构件的检索
构件的评估与反馈 ✓互操作
构件的评估与反馈
✓ 为什么要评估和反馈？
• 构件评估与反馈机制有助于用户从检索到的构件中选取 最符合自己需求的构件，提高选取的正确性和高效性。
• 对构件的度量结果也需要一套辅助分析决策支持的机制。
常见分类法（1）
✓ 关键词分类法
• 用一组与之相关的关键词编目。即每一个关键词 构成分类中子集合中元素的满足条件。
• 关键词（keyword）描述了构件所拥有的特征。 • 发布时，每个构件被赋予一组与之相关的关键词。 • 检索时，复用者给出描述所需构件的关键词，通
过关键词匹配查找满足需求的构件。
常见分类法（2）
✓ 分类信息： • 分类模式＋分类取值
• 关键词分类法的某个分类模式中，分类取值为关键词 • 枚举分类法的某个分类模式中，分类取值为子领域名 • 属性值分类法的某个分类模式中，分类取值为（属性，值）对 • 刻面分类法的某个分类模式中，分类取值为（刻面，术语）对
✓ 检索分类条件表达式： • 原子检索分类条件表达式的逻辑组合（或，与，否） • 原子检索分类条件表达式：
• 领域专用构件库
• Ada软件库、电子商务软件库
• 软件资产库
加权函数关系模型算法及应用
统计各系数具有统计学意义的次数，利用二项分布完 个 样 本 的 ② 型 数 据 集 下 久 、A2、晃、凡 的 分 布 情 况 。从
成假设检验和概率计算。二项 分 布 参 数 的 P 值检验具体 中 可 以 发 现 ，FRM估 计 的 系 数 久 、久 、久 分 布 的 范 围 比
过程可参考文献[12]。
位 数 ，记 为 么 。，按 照 如 下 原 则 进 行 判 别 ：如 果 1- a
< > 久 ^ 则拒绝//。，认为该统计量具有统计学意义，否
I -a
4 0 统计与决策2021年 第 11期 .总 第 575期
W WmW ]
则接受//。，认为该统计量不具有统计学意义。
图 10是 表 1 中 L S 和 WFMR的 系 数 在 1000次 试 验 中 1000
征 向 量 ，即 ：
(6)
记 弋 为 ^ 的 最 小 特 征 根 ，则 A 的最小二乘估计彳应 取 s 关 于 弋 的 特 征 向 量 ，且 占 = - 於 。
这样就给多元变量线性函数关系模型推导出了一个 统 一 的 算 法 。吴 可 法 和 董 天 信 (1986)121得 到 了 估 计 的 弱 相 合性并讨论了这种估计的收敛速度及在欧式距离下的不 变性。
DOI: 10.13546/ki.tjyjc.2021.11.008
理 论 探 iT i
加权函数关系模型算法及应用
颜 斌 、王斌会2
(1.湖南第一师范学院数学与计算科学学院，长 沙 41 0 2 0 5 ; 2 . 暨南大学管理学院，广 州 5 1 0 6 3 2 )
摘 要 ：大 数 据 时 代 的 数 据 规 模 更 加 庞 大 ，结 构 也 更 加 复 杂 ，因 而 数 据 分 析 应 更 加 强 调 数 据 间 的 相 关 关 系
FRM一级模考
FRM一级模拟题1 . Consider the following 3-year currency swap, which involves exchanging annual interest of2.75% on 10 million US dollars for3.75% on 15 million Canadian dollars. The CAD/USD spot rate is l.52. The term structure is flat in both countries. Calculate the value of the swap in USD if interest rates in Canada are 5% and in the United States are 4%. Assume continuous compounding. Round to the nearest dollar.A. $152,000B. $145,693C. $131,967D. $127,8182 . Consider the following plain vanilla swap. Party A pays a fixed rate 8.2g% per annum on a semiannual basis (180/360), and receives from Party B LIBOR+30 basis point. The current six-month LIBOR rate is 7.35% per annum. T. he notional principal is $25M. What is the net swap payment of Party 'AA. $'20,000B. $40,000C. $80,000D. $110,0003 . What rate should be used to calculate the unwind value of a swap in which we are paying fixed?A. Bid swap rateB. Offer swap rateC. Mid swap rateD. Insufficient informationAnswer: ATo unwind this swap we will need to-receive fixed. So we should use the bid rate4 . Assume an investor has a position in a currency swap. He receives euro inexchange for paying yen. What are the conditions for the swap to bein-the-money?I The value of yen fallsII The value of yen risesIII The euro interest rate fallsIV The euro interest rate risesA. I and IIIB. I and IVC. II and IIID. II and IVAnswer: AThe swap is similar to a long position in euro denominated bond and a short position in Yen denominated bondThus, decrease in euro interest rate is beneficial to a holder of a long position. Likewise, the decrease in the value of yen makes the yen denominated bond less valuable (what is beneficial for a short position).5 . Which of the following constitutes an' advantage of swaps over physical capital markets transactions in hedging existing exposures?A. Low transaction costsB. Off-balance sheet natureC. Ease of transactionD. All of the aboveAnswer: DSwaps allow corporate hedgers to adjust their risk profiles far easier and at a lower cost than capital market transactions. Moreover, swaps being used for hedging' purposes can be held off balance sheet in most jurisdictions.。
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FRM一级模拟题
1 . Which of the following IBM options has the highest gamma with the current market price of IBM common stock at USD 68?
A. Call option expiring in 10 days with strike USD 70
B. Call option expiring in 10 days with strike USD 50
C. Put option expiring in 10 days with strike USD 50
D. Put option expiring in 2 months with strike USD 70
Answer: A
Gamma is highest for at the money options nearing expiration. The at-the-money options are those with a strike of 70. The shortest dated options are the 10 day options. Thus, A is correct.
2 . A risk manager wants to examine the effects of price changes in the underlying on a put option on 5 contracts of live cattle futures (contract size = 40,000 lbs). The Greeks are as follows:
. Delta = -0.7
. Gamma = 2.5
. Vega = $450 / % implied volatility
. Theta = $200 / day
The risk manager wants to see the effect on the value of the option due to first and second order movements if the price of cattle were to rise from 64.3 cents per pound t0 69.5 cents per pound immediately after she bought the option. The effect would be a decrease of:
A. $6,.524
B. $7280
C. $74-15
D. $7010
Answer: A
The change in value due to the delta is equal to a decrease of $7,145:
3 . You are given the following information about a call option:
4 . To manage a portfolio of caps and floors, a trader first hedges the interest rate risk out completely. However, the portfolio still has vega risk left. Next, a one-year Eurodollar call option is used to hedge out the vega risk. What can be said about the risk in the portfolio afier .the vega hedge?
A. The portfolio has neither vega risk, nor interest rate risk.
B. The portfolio still has vega risk but no interest rate risk.
C. The portfolio still has interest rate but no vega risk.
D. The portfolio has both vega spread risk and outright interest rate risk
Answer: C
An adjustment to the interest rate (delta-neutral) hedge must be made, because the vega risk hedge
introduces additional interest rate risk.
5 . If risk is defined as a potential for unexpected loss, which factors contribute to the risk of a long put option position?
A. Delta, vega, rho
B. Vega, rho
C. Delta, vega, gamma, rho
D. Delta, vega, gamma, theta, rho
Answer: A '
Delta, vega, and rho contribute to the risk of long put option, while gamma actually lowers risk.
Theta is not a risk factor.。